+53.6%
CSX vs PCAR
+108.5%
-54.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.7% |
| 7D | -2.7% | +2.2% | -4.9% | -3.6% |
| 30D | +7.0% | -4.4% | +11.4% | +9.0% |
| 3M | -0.3% | -21.4% | +21.1% | +10.5% |
| 6M | +13.5% | -7.3% | +20.9% | +16.4% |
| YTD | +41.5% | -3.8% | +45.3% | +42.2% |
| 1Y | +45.8% | +6.3% | +39.5% | +39.9% |
| 3Y | +74.4% | +34.4% | +40.0% | +46.3% |
| 5Y | +53.6% | +109.2% | -55.6% | +0.5% |
| All | +53.6% | +108.5% | -54.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling